An elementary approach to naturality, predictability, and the fundamental theorem of local martingales

DOI10.1081/STM-120001218zbMath0998.60041OpenAlexW2095351305MaRDI QIDQ2784213

Colm Art O'Cinneide, Philip E. Protter

Publication date: 8 September 2002

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120001218

zbMATH Keywords

stopping timenatural processpredictable processaccessible stopping timemartinagle

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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